What role do the states play versus the role of the federal government in criminal law?
The vast majority of criminal law is made by states. This is because there are very few crimes that involve the federal government.
The federal government can only criminalize actions that have some special relevance to the federal government or which occur between states. For example, theft of the mail is a federal crime because it is committed against a part of the federal government (the post office). The same goes for federal income tax evasion. Some crimes do not occur within one state. For example, a RICO case involving an organized crime family that operates in New York, New Jersey, and Florida had to be brought by the federal government because the crimes are part of interstate commerce.
Outside of that, though, fall the vast majority of crimes. These are crimes wholly committed within one state, having nothing to do with the federal government.